Week 14 - Rcpp I + II

Objectives

  • Learn about Rcpp
  • Learn about Rcpp extension RcppArmadillo
  • Build C++ Functions from R

Topics

  • Motivation for Rcpp
  • Rcpp Usage
  • First Steps
    • basic evalCpp
    • cppFunction
    • sourceCpp
  • Application examples:
    • Armadillo and RcppArmadillo
    • MLPACK and RcppMLPACK

Core Material

Additional Resources

  • Eddelbuettel and Balamuta, Extending R with C++: A Brief Introduction to Rcpp, The American Statistician, 2018. Link to paper. Pre-print also included as package vignette.
  • The Rcpp Gallery has over 100 annotated examples for Rcpp